ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	122-110	122-137	0-027	0.1%	122-075
High	122-170	122-137	-0-033	-0.1%	122-220
Low	121-310	122-002	0-012	0.0%	121-310
Close	122-127	122-010	-0-117	-0.3%	122-127
Range	0-180	0-135	-0-045	-25.0%	0-230
ATR	0-139	0-138	0-000	-0.2%	0-000
Volume	693,518	446,053	-247,465	-35.7%	2,291,979

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-135	123-047	122-084
R3	123-000	122-232	122-047
R2	122-185	122-185	122-035
R1	122-097	122-097	122-022	122-074
PP	122-050	122-050	122-050	122-038
S1	121-282	121-282	121-318	121-258
S2	121-235	121-235	121-305
S3	121-100	121-147	121-293
S4	120-285	121-012	121-256

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-055	122-254
R3	123-252	123-145	122-190
R2	123-022	123-022	122-169
R1	122-235	122-235	122-148	122-288
PP	122-112	122-112	122-112	122-139
S1	122-005	122-005	122-106	122-058
S2	121-202	121-202	122-085
S3	120-292	121-095	122-064
S4	120-062	120-185	122-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-220	121-310	0-230	0.6%	0-140	0.4%	9%	False	False	547,606
10	122-220	121-247	0-293	0.8%	0-136	0.3%	28%	False	False	583,619
20	122-285	120-260	2-025	1.7%	0-143	0.4%	59%	False	False	653,484
40	122-285	119-235	3-050	2.6%	0-122	0.3%	73%	False	False	598,368
60	122-285	119-235	3-050	2.6%	0-102	0.3%	73%	False	False	402,946
80	122-285	119-180	3-105	2.7%	0-079	0.2%	74%	False	False	302,519
100	122-285	119-035	3-250	3.1%	0-063	0.2%	77%	False	False	242,015
120	122-285	119-035	3-250	3.1%	0-053	0.1%	77%	False	False	201,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-071
2.618	123-170
1.618	123-035
1.000	122-272
0.618	122-220
HIGH	122-137
0.618	122-085
0.500	122-070
0.382	122-054
LOW	122-002
0.618	121-239
1.000	121-187
1.618	121-104
2.618	120-289
4.250	120-068

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	122-070	122-080
PP	122-050	122-057
S1	122-030	122-033

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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